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QLC vs. MCHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLC vs. MCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares US Quality Large Cap Index Fund (QLC) and iShares MSCI China ETF (MCHI). The values are adjusted to include any dividend payments, if applicable.

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QLC vs. MCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLC
FlexShares US Quality Large Cap Index Fund
-2.48%23.26%26.71%26.02%-17.21%28.46%13.64%24.51%-8.12%21.73%
MCHI
iShares MSCI China ETF
-6.78%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%

Returns By Period

In the year-to-date period, QLC achieves a -2.48% return, which is significantly higher than MCHI's -6.78% return. Over the past 10 years, QLC has outperformed MCHI with an annualized return of 13.39%, while MCHI has yielded a comparatively lower 4.62% annualized return.


QLC

1D
0.87%
1M
-3.84%
YTD
-2.48%
6M
1.47%
1Y
24.41%
3Y*
21.52%
5Y*
13.73%
10Y*
13.39%

MCHI

1D
-0.32%
1M
-4.29%
YTD
-6.78%
6M
-14.44%
1Y
4.94%
3Y*
6.44%
5Y*
-5.72%
10Y*
4.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLC vs. MCHI - Expense Ratio Comparison

QLC has a 0.32% expense ratio, which is lower than MCHI's 0.59% expense ratio.


Return for Risk

QLC vs. MCHI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QLC
QLC Risk / Return Rank: 7676
Overall Rank
QLC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
QLC Sortino Ratio Rank: 7474
Sortino Ratio Rank
QLC Omega Ratio Rank: 7676
Omega Ratio Rank
QLC Calmar Ratio Rank: 7575
Calmar Ratio Rank
QLC Martin Ratio Rank: 8282
Martin Ratio Rank

MCHI
MCHI Risk / Return Rank: 1717
Overall Rank
MCHI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1717
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1717
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1818
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QLC vs. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares US Quality Large Cap Index Fund (QLC) and iShares MSCI China ETF (MCHI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


QLCMCHIDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.21

+1.13

Sortino ratio

Return per unit of downside risk

1.95

0.45

+1.50

Omega ratio

Gain probability vs. loss probability

1.30

1.06

+0.24

Calmar ratio

Return relative to maximum drawdown

2.08

0.30

+1.78

Martin ratio

Return relative to average drawdown

9.76

0.79

+8.97

QLC vs. MCHI - Sharpe Ratio Comparison

The current QLC Sharpe Ratio is 1.34, which is higher than the MCHI Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of QLC and MCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QLCMCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.21

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

-0.19

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.17

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.09

+0.64

Correlation

The correlation between QLC and MCHI is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QLC vs. MCHI - Dividend Comparison

QLC's dividend yield for the trailing twelve months is around 1.00%, less than MCHI's 2.27% yield.


TTM20252024202320222021202020192018201720162015
QLC
FlexShares US Quality Large Cap Index Fund
1.00%0.94%1.03%1.26%1.46%0.96%1.40%1.91%1.82%1.29%1.80%0.64%
MCHI
iShares MSCI China ETF
2.27%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Drawdowns

QLC vs. MCHI - Drawdown Comparison

The maximum QLC drawdown since its inception was -35.86%, smaller than the maximum MCHI drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for QLC and MCHI.


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Drawdown Indicators


QLCMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-35.86%

-62.95%

+27.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-17.17%

+5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.81%

-57.18%

+33.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.86%

-62.95%

+27.09%

Current Drawdown

Current decline from peak

-5.40%

-36.43%

+31.03%

Average Drawdown

Average peak-to-trough decline

-4.60%

-24.40%

+19.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

6.63%

-4.08%

Volatility

QLC vs. MCHI - Volatility Comparison

The current volatility for FlexShares US Quality Large Cap Index Fund (QLC) is 5.17%, while iShares MSCI China ETF (MCHI) has a volatility of 6.82%. This indicates that QLC experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLCMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

6.82%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

14.83%

-4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

18.34%

23.85%

-5.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

30.67%

-13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

27.39%

-9.00%